What percentage of your gross PnL is commission?

Discussion in 'Trading' started by lukas, Aug 27, 2017.

What percentage of your gross PnL is commission?

Poll closed Sep 26, 2017.
  1. 0-10%

    23 vote(s)
    57.5%
  2. 10-20%

    6 vote(s)
    15.0%
  3. 20-30%

    5 vote(s)
    12.5%
  4. 30-40%

    2 vote(s)
    5.0%
  5. more than 40%

    4 vote(s)
    10.0%
  1. ironchef

    ironchef

    What is the advantage of trading through a broker dealer? Are you trading in very large lot sizes if so at what lot size does it make sense to use one?

    Thanks.
     
    #11     Aug 27, 2017
  2. sss12

    sss12

    No advantage, LOL ! No choice, compliance does not allow me to have outside accounts.
     
    #12     Aug 27, 2017
  3. Yes 3bp. £400k

    GAT
     
    #13     Aug 27, 2017
    sss12 likes this.
  4. comagnum

    comagnum

    Who checked the survey box for commissions over 40% - LOL!
     
    #14     Aug 27, 2017
  5. traider

    traider

    Your friendly neighbourhood HFT.
    40% is nothing when sharpe is 9
     
    #15     Aug 27, 2017
    CALLumbus likes this.
  6. lukas

    lukas Guest

    Does anyone here scalp the markets? Would you say 20-30% of gross PnL going to commissions is acceptable for such a trader?
     
    #16     Aug 27, 2017
  7. Why not ? I prefer having a method that produces consistent profits and giving 50% in commissions to my broker, than to have an unreliable, volatile system while only paying 5% in commissions. As long as you are net profitable, it is all good, or no ? Of course I would always look to get my costs down. Many ways for a scalper to do this.
     
    #17     Aug 27, 2017
  8. TraDaToR

    TraDaToR

    Definitely as a scalper. On my best years, around 10-20% was going to commissions + exchange fees. On my worst year( 2012 ), I paid close to 50%. I was trading around 1000 lots per day, had reduced IIP fees and looking for 1-2 ticks profits.

    IMO it's still better to look for high alpha trades where you can be profitable on non-member rates but at the same time, the guys making a real killing are the one trying some kind of market making strategies trading 10000+ lots per day averaging 0.2 ticks per trade...
     
    #18     Aug 27, 2017
    beginner66, Xela and CALLumbus like this.
  9. speedo

    speedo

    I am assuming your question is commissions and fee's as a percentage of net profit (P minus L). I day trade mostly equity futures, averaging about 6 trades per day on the ES and twice that on the NQ although any given day can be twice that. I own a lifetime platform license so my commissions and fees average around 11-12% of net profit which is close to the entirety of my business expenses.
     
    #19     Aug 27, 2017
    Gotcha and Xela like this.
  10. traider

    traider

    What instruments were you trading? What's IIP? On stocks and currency I find it really hard to overcome commission for faster trading.
     
    #20     Aug 27, 2017